Essays about: "Jan Oskar Lind"

Found 1 essay containing the words Jan Oskar Lind.

  1. 1. NOT THE SHARPEST TOOL IN THE BOX : A quantitative study of the reliability of the Sharpe ratio in a Bear market

    University essay from Handelshögskolan vid Umeå universitet

    Author : Wesley James Short; Jan Oskar Lind; [2010]
    Keywords : Sharpe ratio; PPM system; Normalized Sharpe ratio; Risk;

    Abstract : Our thesis was conducted through quantitative research on the validity of the Sharpe ratio as a performance measure in bear market conditions. Previous research had identified problems with mismatches in ranking due to Sharpe ratios rewarding unsystematic risk in funds. READ MORE